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  • Search: subject:"Exact distributions"
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Year of publication
Subject
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Exact distributions 3 Time series analysis 3 Zeitreihenanalyse 3 exact distributions 3 Endogeneity 2 Estimation theory 2 Partial identification 2 Partially restricted reduced form 2 Schätztheorie 2 Structural inference 2 Unidentified structure 2 Weak reduced form 2 ARCH model 1 ARCH-Modell 1 Asymptotic distributions 1 Bessel process 1 Binary trials 1 Capital income 1 Circular symmetry 1 DDS Brownian motion 1 Einheitswurzeltest 1 Exchangeability 1 Forecasting model 1 Generalized Integer Gamma distribution 1 Generalized Near-Integer Gamma distribution 1 Independency 1 Kapitaleinkommen 1 Measurement 1 Messung 1 Mixtures 1 Near-exact distributions 1 Prognoseverfahren 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Runs 1 Statistical test 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 5 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 4 Undetermined 3
Author
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Gao, Wayne Yuan 2 Phillips, Peter C. B. 2 Arapis, Anastasios N. 1 Coelho, Carlos 1 Demetrescu, Matei 1 Hardin, James W. 1 Harris, Tammy 1 Hoga, Yannick 1 Jin, Jianwei 1 Makri, Frosso S. 1 Marques, Filipe 1 Nagai, Keiji 1 Psillakis, Zaharias M. 1
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Published in...
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Computational Statistics 1 Cowles Foundation discussion paper 1 Journal of econometrics 1 KIER discussion paper series : discussion paper ... 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Stata Journal 1 Statistics & Probability Letters 1
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Source
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ECONIS (ZBW) 4 RePEc 3
Showing 1 - 7 of 7
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Sequential unit root test for first-order autoregressive processes with initial values
Jin, Jianwei; Nagai, Keiji - 2022
Persistent link: https://www.econbiz.de/10014284764
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Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick; Demetrescu, Matei - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
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Structural inference from reduced forms with Many instruments
Phillips, Peter C. B.; Gao, Wayne Yuan - 2016
Persistent link: https://www.econbiz.de/10011647484
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Structural inference from reduced forms with many instruments
Phillips, Peter C. B.; Gao, Wayne Yuan - In: Journal of econometrics 199 (2017) 2, pp. 96-116
Persistent link: https://www.econbiz.de/10011897653
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Length of the minimum sequence containing repeats of success runs
Makri, Frosso S.; Psillakis, Zaharias M.; Arapis, … - In: Statistics & Probability Letters 96 (2015) C, pp. 28-37
Let a sequence of binary (zero–one or failure–success) trials ordered on a line. We consider runs of successes of length at least equal to a fixed number. The statistics denoting the size (length) as well as the starting and ending positions of the minimum subsequence containing all such...
Persistent link: https://www.econbiz.de/10011115957
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Exact Wilcoxon signed-rank and Wilcoxon Mann–Whitney ranksum tests
Harris, Tammy; Hardin, James W. - In: Stata Journal 13 (2013) 2, pp. 337-343
We present new Stata commands for carrying out exact Wilcoxon one-sample and two-sample comparisons of the median. Nonparametric tests are often used in clinical trials, in which it is not uncommon to have small samples. In such situations, researchers are accustomed to making inferences by...
Persistent link: https://www.econbiz.de/10010680829
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Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
Marques, Filipe; Coelho, Carlos - In: Computational Statistics 28 (2013) 5, pp. 2091-2115
Format="TEX">$$p$$</EquationSource> </InlineEquation>, two kinds of near-exact distributions are developed for the l …
Persistent link: https://www.econbiz.de/10010998457
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